+227.7%
VLO vs CFG
+189.7%
+37.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +6.8% | +1.6% | +5.1% | +6.2% |
| 30D | -17.9% | +3.3% | -21.1% | -18.9% |
| 3M | +13.5% | -11.5% | +25.1% | +18.1% |
| 6M | +53.0% | +6.2% | +46.8% | +48.2% |
| YTD | +133.7% | +14.3% | +119.5% | +117.7% |
| 1Y | +115.7% | +26.7% | +88.9% | +91.8% |
| All | +227.7% | +189.7% | +37.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling